Performance & Audit
Numbers that
speak for themselves.
Walk-forward validated backtest results from 2022 to present. Live track record in progress — independently verified results will be published monthly once the 3-month live trading threshold is reached.
01 — Live performance
Track record in progress
Live trading begins Q3 2026
Verified live performance will be published here monthly, audited by an independent third party. All figures will include full trade log, drawdown curve, and monthly returns breakdown.
First report published Q4 2026 · Verified via independent audit
02 — Walk-forward backtest · 2022–2026
Walk-forward validated
Out-of-sample walk-forward backtest across four years of futures data. The model was never trained on the test period — results reflect genuinely unseen data at each validation step.
3.23
Sharpe Ratio
Walk-Fwd
+232.4%
Avg Annual Return
Walk-Fwd
+12,109%
Total Return
2022–2026
−23.3%
Max Drawdown
Walk-Fwd
2022-01
2022-07
2023-01
2023-07
2024-01
2024-07
2025-01
2025-07
2026-01
Backtest results are walk-forward validated on out-of-sample data. Past backtest performance does not guarantee future live results. The walk-forward model was not optimised on the test period at each validation step. Average annual return is calculated as the geometric mean across the full backtest period (2022–2026). Total return reflects the compounded result over the full 4-year period.
03 — What walk-forward validation means
Most backtests are overfit — the model is trained and tested on the same data, making results look better than they are. Walk-forward validation is different.
01
Train on past data
The model is trained on a window of historical data to find statistically significant patterns.
02
Test on unseen data
The model is then tested on the next period of data it has never seen. Results reflect genuine out-of-sample performance.
03
Roll forward and repeat
The window advances and the process repeats across the full dataset. The equity curve shown is entirely out-of-sample.
04 — Audit methodology
How live performance will be verified once trading begins.
Independent verification
All live trades will be verified by an independent third party against broker statements. No self-reported figures will be published without verification.
Monthly publication
Verified performance figures published at the end of each calendar month — Sharpe, return, drawdown, win rate, and full trade count.
Broker-level audit trail
Trade log exported directly from the execution broker. Entry time, exit time, instrument, direction, and P&L for every position.
No cherry-picking
All signals sent to subscribers are recorded at time of delivery. Performance is calculated on every signal, not a curated subset.
Get access
Start with a 7-day free trial — full Basic access, no credit card required. Live performance updates sent to all subscribers monthly.